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updated 3 years ago

Fit GLM with quadratic penalty by Patrick Mineault

Fits GLM with a quadratic penalty, determines hyperparams through cross-validation or evidence (glm, generalized linear mo..., maximum a posteriori)

crossValidate(y,X,lambda0,fitfun,valfun,folds,opts)

cvglmfitqp(y,X,qf,folds,opts)

evalGlmLikelihood(y,X,w,b,family,familyextra,weights)

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